Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 77688.87 >3 Yr <= 4 Yr 6664.75 Open Y-4 574.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 53164.03 >3 Yr <= 4 Yr 763.79 30-90 Days Z-1 5966.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 93883.17 >3 Yr <= 4 Yr 13656.65 30-90 Days A-2 12130.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 27620.53 >3 Yr <= 4 Yr 3253.80 91-180 Days A-3 1794.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 110540.62 >3 Yr <= 4 Yr 15272.17 Open A-4 12343.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 37487.74 >3 Yr <= 4 Yr 1320.42 Open A-5 3889.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 73733.46 >3 Yr <= 4 Yr 700.60 Open CB-1 8628.83 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 34909.39 >3 Yr <= 4 Yr 521.32 30-90 Days CB-2 4272.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 6300.03 >3 Yr <= 4 Yr 553.69 Open CB-3 843.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 88023.90 >3 Yr <= 4 Yr 4199.62 Open E-1 16148.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 48491.75 >3 Yr <= 4 Yr 6246.53 <30 Days E-2 6815.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 105598.91 >3 Yr <= 4 Yr 5431.26 91-180 Days G-1 2577.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 95227.59 >3 Yr <= 4 Yr 9215.53 91-180 Days G-2 17557.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 16550.97 >3 Yr <= 4 Yr 2095.36 <30 Days G-3 2278.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 52186.08 >3 Yr <= 4 Yr 2097.27 30-90 Days IG-1 9441.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 58118.06 >3 Yr <= 4 Yr 3141.59 30-90 Days IG-2 1720.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 102316.07 >3 Yr <= 4 Yr 9326.54 30-90 Days S-1 11001.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 72578.95 >3 Yr <= 4 Yr 10553.37 30-90 Days S-2 2265.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 4854.24 >3 Yr <= 4 Yr 235.68 <30 Days S-3 965.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 18230.74 >3 Yr <= 4 Yr 1729.55 <30 Days S-4 285.21 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 108762.50 >3 Yr <= 4 Yr 8697.43 <30 Days S-5 448.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 18055.82 >3 Yr <= 4 Yr 419.32 30-90 Days S-6 3183.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 69352.22 >3 Yr <= 4 Yr 7557.69 <30 Days S-7 10717.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 28554.19 >4 Yr <= 5 Yr 2190.34 <30 Days A-0-Q 5193.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 38296.30 >4 Yr <= 5 Yr 47.91 91-180 Days A-1-Q 4551.07 No Treasury